There is no "right" or "wrong" way to manage your banks. The same principles apply for the UE4 integration as for another game not using UE. The 1 event to 1 soundbank in the documentation is indeed for tutorial purposes. Depending on your game, you might prefer large SoundBanks to streamline IO access, or you might want small SoundBanks to improve memory usage.
You can keep on basing your decision on the experience you've acquired by using Wwise in the past!
Sorry if this answer is not clear enough. What I'm trying to say is that the SoundBank vs Event assignment is not different with UE4 compared on another game.